+32,973.7%
CTSH vs NUE
+4,340.9%
+28,632.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.3% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +3.7% | -4.6% | +8.3% | +5.2% |
| 3M | +17.9% | -0.3% | +18.2% | +17.2% |
| 6M | -2.6% | +51.9% | -54.5% | -18.6% |
| YTD | -26.4% | +60.0% | -86.4% | -40.0% |
| 1Y | -13.0% | +82.9% | -95.9% | -33.0% |
| 3Y | -11.2% | +66.0% | -77.2% | -31.8% |
| 5Y | -14.3% | +149.0% | -163.2% | -47.3% |
| 10Y | +24.8% | +588.3% | -563.6% | -54.2% |
| All | +32,973.7% | +4,340.9% | +28,632.8% | +4,322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling